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Merged
merged 2 commits into from
Nov 7, 2022
Merged

Allow to access fx from jac_cache via public API #210

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e4723ed
Allow to access fx from jac_cache via public API
j-fu Nov 7, 2022
023c741
fix formatting
j-fu Nov 7, 2022
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4 changes: 4 additions & 0 deletions docs/src/index.md
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Expand Up @@ -183,6 +183,10 @@ forwarddiff_color_jacobian!(J::AbstractMatrix{<:Number},
`dx` is a pre-allocated output vector which is used to declare the output size,
and thus allows for specifying a non-square Jacobian.

Also, it is possible retrieve the function value via `value(jac_cache)` or
`value!(result, jac_cache)`


If one is using an out-of-place function `f(x)`, then the alternative form
ca be used:

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3 changes: 2 additions & 1 deletion src/SparseDiffTools.jl
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Expand Up @@ -42,7 +42,8 @@ export contract_color,
autonum_hesvec, autonum_hesvec!,
num_hesvecgrad, num_hesvecgrad!,
auto_hesvecgrad, auto_hesvecgrad!,
JacVec, HesVec, HesVecGrad
JacVec, HesVec, HesVecGrad,
value!

include("coloring/high_level.jl")
include("coloring/backtracking_coloring.jl")
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3 changes: 3 additions & 0 deletions src/differentiation/compute_jacobian_ad.jl
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Expand Up @@ -8,6 +8,9 @@ struct ForwardColorJacCache{T, T2, T3, T4, T5, T6}
chunksize::Int
end

ForwardDiff.value(cache::ForwardColorJacCache) = ForwardDiff.value.(cache.fx)
value!(fx, cache::ForwardColorJacCache) = fx .= ForwardDiff.value.(cache.fx)

getsize(::Val{N}) where {N} = N
getsize(N::Integer) = N
void_setindex!(args...) = (setindex!(args...); return)
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14 changes: 13 additions & 1 deletion test/test_ad.jl
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@@ -1,5 +1,5 @@
using SparseDiffTools
using ForwardDiff: Dual, jacobian
using ForwardDiff: Dual, jacobian, value
using SparseArrays, Test
using LinearAlgebra
using BlockBandedMatrices, ArrayInterfaceBlockBandedMatrices
Expand Down Expand Up @@ -212,6 +212,12 @@ jac_cache = ForwardColorJacCache(f, x, colorvec = repeat(1:3, 10), sparsity = _J
forwarddiff_color_jacobian!(_J1, f, x, jac_cache)
@test _J1 ≈ J
@test fcalls == 1
dx = similar(x)
f(dx, x)
@test value(jac_cache) == dx
dx1 = similar(dx)
value!(dx1, jac_cache)
@test dx1 == dx

fcalls = 0
_J1 = similar(_J)
Expand All @@ -227,6 +233,12 @@ jac_cache = ForwardColorJacCache(f, x, colorvec = repeat(1:3, 10), sparsity = _J
forwarddiff_color_jacobian!(_denseJ1, f, x, jac_cache)
@test _denseJ1 ≈ J
@test fcalls == 1
dx = similar(x)
f(dx, x)
@test value(jac_cache) == dx
dx1 = similar(dx)
value!(dx1, jac_cache)
@test dx1 == dx

_Jt = similar(Tridiagonal(J))
forwarddiff_color_jacobian!(_Jt, f, x, colorvec = repeat(1:3, 10), sparsity = _Jt)
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